How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods.

To obtain the maximum benefits from diversification, financial theory suggests that investors should invest internationally because of the larger potential for risk reduction stemming, from the lower correlation existing between assets of different countries. The question that we raise in this paper is how to choose the best mix of countries to diversify internationally?

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Year of publication:	2001
Authors:	Barras, L. ; Isakov, D.
Institutions:	Geneva School of Economics and Management, Université de Genève
Subject:	INVESTMENTS \| MANAGEMENT \| ECONOMIC MODELS \| RISK

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Series:	Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
Type of publication:	Book / Working Paper
Notes:	23 pages
Classification:	G11 - Portfolio Choice ; G12 - Asset Pricing ; G15 - International Financial Markets
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005478993